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    copied!<p>Are you sure you want to use FFT? That will be a whole-array transform, which will be expensive. If you've already decided on a 9x9 convolution filter, you don't need any FFT.</p> <p>Generally, the cheapest way to do convolution in C is to set up a loop that moves a pointer over the array, summing the convolved values at each point and writing the data to a new array. This loop can then be parallelised using your favourite method (compiler vectorisation, MPI libraries, OpenMP, etc). </p> <p>Regarding the boundaries: </p> <ul><li>If you assume the values to be 0 outside the boundaries, then add a 4 element border of 0 to your 2d array of points. This will avoid the need for `if` statements to handle the boundaries, which are expensive.</li> <li>If your data wraps at the boundaries (ie it is periodic), then use a modulo or add a 4 element border which copies the opposite side of the grid (abcdefg -> fgabcdefgab for 2 points). **Note: this is what you are implicitly assuming with any kind of Fourier transform, including FFT**. If that is not the case, you would need to account for it before any FFT is done.</li> </ul> <p>The 4 points are because the maximum boundary overlap of a 9x9 kernel is 4 points outside the main grid. Thus, n points of border needed for a 2n+1 x 2n+1 kernel.</p> <p>If you need this convolution to be really fast, and/or your grid is large, consider partitioning it into smaller pieces that can be held in the processor's cache, and thus calculated far more quickly. This also goes for any GPU-offloading you might want to do (they are ideal for this type of floating-point calculation).</p>
 

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